797 research outputs found
Finite unions of balls in C^n are rationally convex
It is shown that the rational convexity of any finite union of disjoint
closed balls in C^n follows easily from the results of Duval and Sibony.Comment: V.2 - minor edits, 2 page
Uniformization of strictly pseudoconvex domains
It is shown that two strictly pseudoconvex Stein domains with real analytic
boundaries have biholomorphic universal coverings provided that their
boundaries are locally biholomorphically equivalent. This statement can be
regarded as a higher dimensional analogue of the Riemann uniformization
theorem
Solving Variational Inequalities with Monotone Operators on Domains Given by Linear Minimization Oracles
The standard algorithms for solving large-scale convex-concave saddle point
problems, or, more generally, variational inequalities with monotone operators,
are proximal type algorithms which at every iteration need to compute a
prox-mapping, that is, to minimize over problem's domain the sum of a
linear form and the specific convex distance-generating function underlying the
algorithms in question. Relative computational simplicity of prox-mappings,
which is the standard requirement when implementing proximal algorithms,
clearly implies the possibility to equip with a relatively computationally
cheap Linear Minimization Oracle (LMO) able to minimize over linear forms.
There are, however, important situations where a cheap LMO indeed is available,
but where no proximal setup with easy-to-compute prox-mappings is known. This
fact motivates our goal in this paper, which is to develop techniques for
solving variational inequalities with monotone operators on domains given by
Linear Minimization Oracles. The techniques we develope can be viewed as a
substantial extension of the proposed in [5] method of nonsmooth convex
minimization over an LMO-represented domain
On detecting harmonic oscillations
In this paper, we focus on the following testing problem: assume that we are
given observations of a real-valued signal along the grid ,
corrupted by white Gaussian noise. We want to distinguish between two
hypotheses: (a) the signal is a nuisance - a linear combination of
harmonic oscillations of known frequencies, and (b) signal is the sum of a
nuisance and a linear combination of a given number of harmonic
oscillations with unknown frequencies, and such that the distance (measured in
the uniform norm on the grid) between the signal and the set of nuisances is at
least . We propose a computationally efficient test for distinguishing
between (a) and (b) and show that its "resolution" (the smallest value of
for which (a) and (b) are distinguished with a given confidence
) is , with the hidden factor
depending solely on and and independent of the frequencies in
question. We show that this resolution, up to a factor which is polynomial in
and logarithmic in , is the best possible under circumstances. We
further extend the outlined results to the case of nuisances and signals close
to linear combinations of harmonic oscillations, and provide illustrative
numerical results.Comment: Published at http://dx.doi.org/10.3150/14-BEJ600 in the Bernoulli
(http://isi.cbs.nl/bernoulli/) by the International Statistical
Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm
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